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~person:"Andersen, Torben"
~person:"Gupta, Rangan"
~person:"Liao, Yin"
~person:"Medeiros, Marcelo C."
~source:"econis"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliografie enthalten"
~type_genre:"Graue Literatur"
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Search: subject:"Volatility"
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Measurement
Prognoseverfahren
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Zeitreihenanalyse
Volatility
136
Volatilität
136
Forecasting model
67
Capital income
53
Kapitaleinkommen
53
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42
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42
Estimation
38
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38
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37
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36
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36
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31
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28
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8
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Andersen, Torben
Gupta, Rangan
Liao, Yin
Medeiros, Marcelo C.
McAleer, Michael
67
Koopman, Siem Jan
41
Lux, Thomas
33
Bollerslev, Tim
31
Diebold, Francis X.
30
Härdle, Wolfgang
28
Caporale, Guglielmo Maria
27
Pierdzioch, Christian
27
Lucas, André
24
Asai, Manabu
21
Dijk, Dick van
21
Clements, Adam
20
Fernández-Villaverde, Jesús
20
Clark, Todd E.
19
Caporin, Massimiliano
18
Gil-Alaña, Luis A.
18
Merkl, Christian
18
Carriero, Andrea
16
Chiarella, Carl
16
Marcellino, Massimiliano
16
Bos, Charles S.
15
Herwartz, Helmut
15
Christensen, Bent Jesper
14
Hansen, Peter Reinhard
14
Hautsch, Nikolaus
14
Martin, Gael M.
14
Meddahi, Nour
14
Mumtaz, Haroon
14
Rubio-Ramírez, Juan Francisco
14
Yu, Jun
14
Chan, Joshua
13
Hafner, Christian M.
13
Lunde, Asger
12
Lütkepohl, Helmut
12
Rodriguez, Gabriel
12
Salisu, Afees A.
12
Todorov, Viktor
12
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The Wharton Financial Institutions Center
2
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1
University of Canterbury / Dept. of Economics and Finance
1
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40
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7
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6
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1
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ECONIS (ZBW)
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1
Energy market uncertainties and gold return
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014576041
Saved in:
2
Forecasting realized US stock market
volatility
: is there a role for economic policy uncertainty?
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
-
2024
Persistent link: https://www.econbiz.de/10014505046
Saved in:
3
Energy market uncertainties and US state-level stock market
volatility
: a GARCH-MIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014505054
Saved in:
4
Forecasting gold returns
volatility
over 1258-2023 : the role of moments
Muddana, Thanoj K.
;
Bhimreddy, Komal S. R.
;
Majumdar, …
-
2024
Persistent link: https://www.econbiz.de/10014536233
Saved in:
5
Multi-task forecasting of the realized volatilities of agricultural commodity prices
Gupta, Rangan
;
Pierdzioch, Christian
-
2024
Persistent link: https://www.econbiz.de/10014553246
Saved in:
6
GARCHX-NoVaS : a model-free approach to incorporate exogenous variables
Wu, Kejin
;
Karmakar, Sayar
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014553270
Saved in:
7
Energy market uncertainties and exchange rate
volatility
: a GARCHMIDAS approach
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Gupta, Rangan
-
2024
Persistent link: https://www.econbiz.de/10014521267
Saved in:
8
Climate risks and prediction of sectoral REITs
volatility
: international evidence
Salisu, Afees A.
;
Ogbonna, Ahamuefula Ephraim
;
Bouri, Elie
-
2024
Persistent link: https://www.econbiz.de/10014635867
Saved in:
9
Technological shocks and stock market
volatility
over a century : a GARCHMIDAS approach
Salisu, Afees A.
;
Demirer, Rıza
;
Gupta, Rangan
-
2023
Persistent link: https://www.econbiz.de/10014253794
Saved in:
10
Stock market bubbles and the realized
volatility
of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
-
2023
Persistent link: https://www.econbiz.de/10014329736
Saved in:
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